+6.2%
MDLZ vs COR
-10.7%
+16.9%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -1.7% | +2.8% | -4.5% | -2.1% |
| 30D | -2.1% | +4.5% | -6.6% | -2.8% |
| 3M | +1.3% | +22.7% | -21.3% | -0.8% |
| 6M | +6.2% | -9.7% | +15.9% | +5.2% |
| All | +6.2% | -10.7% | +16.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling